After reading the mercurial guide over at http://hginit.com/ last week, I decided to give it a shot. The guys who host my version control system offer it as an option, so it was stupid easy for me to get started.
One thing I really like is being able to have a local change history that doesn't get pushed up to the server. I can commit often without worrying about breaking (albeit only theoretical in my case) other people's environment. This way I don't accidentally lose any local changes and I can feel free to experiment a little more wildly.
So far, so good. But this is just a 1-person project, so I'm not sure how in depth I can get.